+131.4%
EMB vs HALO
+1,568.9%
-1,437.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | +0.3% | +0.5% | -0.3% | +0.3% |
| 30D | -0.5% | +5.0% | -5.5% | -0.6% |
| 3M | +0.3% | +53.1% | -52.8% | -1.1% |
| 6M | +1.2% | +60.8% | -59.6% | -0.4% |
| YTD | +1.5% | +60.9% | -59.5% | -0.2% |
| 1Y | +4.8% | +42.8% | -38.0% | +3.4% |
| 3Y | +30.4% | +181.3% | -150.9% | +25.3% |
| 5Y | +7.3% | +157.6% | -150.3% | +3.0% |
| 10Y | +29.7% | +910.4% | -880.6% | +19.7% |
| All | +131.4% | +1,568.9% | -1,437.4% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling